Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47888.05 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46493.1 Kr¶

PnL: ---------------------------------------> -395.47 Kr¶

DD now: ---------------------------------> -1.525 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 16:23:17.666823'

Anic Portfolio¶

Today¶

Return: -0.052 %¶

This Week¶

Return: -0.052 %¶

Total¶

Return: 56.773 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 2.290000 2817.500000 181.500000 6.890000 2636.000010
Boozt 12 1.640000 1713.600000 59.600000 3.600000 1653.999996
Corem Property Group B 59 2.880000 631.300000 54.300000 9.410000 576.999999
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 1.440000 601.800000 44.800000 8.040000 557.000004
Samhällsbyggnadsbo. i Norden B 20 4.200000 396.600000 41.600000 11.720000 355.000000
MedCap 2 3.370000 460.000000 39.000000 9.260000 421.000000
HMS Networks 2 3.970000 712.000000 39.000000 5.790000 673.000000
Resurs Holding 22 0.150000 601.920000 27.920000 4.860000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
Intrum 4 2.090000 547.200000 20.200000 3.830000 527.000000
OEM International B 7 0.130000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
SAAB B 8 -1.330000 3394.400000 17.400000 0.520000 3377.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
CTEK 13 1.910000 540.150000 6.150000 1.150000 533.999999
Securitas B 6 2.150000 576.120000 6.120000 1.070000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 0.080000 567.750000 3.750000 0.660000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.990000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Essity B 2 -2.420000 563.400000 -10.600000 -1.850000 574.000000
Nordea Bank Abp 29 -0.170000 3442.880000 -11.120000 -0.320000 3453.999992
Midsona B 63 1.800000 570.150000 -12.850000 -2.200000 582.999984
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
International Petroleum Corp. 5 4.470000 572.500000 -22.070000 -3.710000 594.565215
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -0.690000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 -0.180000 3654.300000 -101.700000 -2.710000 3756.000001
OX2 18 -0.870000 1436.400000 -227.600000 -13.680000 1663.999992
Fasadgruppen Group 35 -0.200000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 -0.540000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46493.100000 -395.470000 -1.52548% 46888.564618

Updated:¶

'2023-01-23 16:23:30.178992'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶